+189.5%
DLR vs GAP
+7.3%
+182.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -2.0% | -9.3% | +7.3% | -1.1% |
| 30D | +0.5% | -5.5% | +6.0% | +1.0% |
| 3M | -4.4% | +3.5% | -7.9% | -5.0% |
| 6M | -6.4% | +0.7% | -7.1% | -7.0% |
| YTD | +19.5% | -13.4% | +32.8% | +20.1% |
| 1Y | +10.5% | -7.7% | +18.2% | +10.3% |
| 3Y | +54.0% | +74.4% | -20.4% | +40.4% |
| 5Y | +39.7% | +5.3% | +34.4% | +27.7% |
| 10Y | +189.5% | +4.7% | +184.9% | +128.9% |
| All | +189.5% | +7.3% | +182.2% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling